Stochastic differential equations driven by stable processes for which pathwise uniqueness fails (Q2485749)

The paper considers stochastic differential equations (SDE) \(dX_t=\varphi (X_{t-})dZ_t\), where \(Z_t\) is a one-dimensional symmetric stable process of order \(\alpha\) with \(0<\alpha <2\) and proves that pathwise uniqueness can fail even when \(\varphi\) is a Hölder continuous function of order \(\beta<\min(1/\alpha,1)\) bounded above and below by strictly positive finite constants. The result is sharp in what concerns \(\beta\). This is an extension of a similar result by \textit{M. T. Barlow} [J. Lond. Math. Soc., II. Ser. 26, 335--347 (1982; Zbl 0456.60062)] for SDE \(dX_t=\varphi(X_t)dB_t\) driven by a one-dimensional Brownian motion \(B_t\).